Seival FGS Agressivo

Um fundo quantitativo (operado através de algoritmos) com característica de seguir tendência (trend following)

Detalhes:

CNPJ do fundo: 11.301.137/0001-00

Posição no ranking da categoria: 11º colocado

Gráfico de Retorno

Indicadores Quantitativos

Levando em conta o último mês "fechado".

Retorno Anualizado
12 meses: 14.4%24 meses: 18.9%36 meses: 17.8%48 meses: 14.9%
Volatilidade
12 meses: 17.2%24 meses: 15.8%36 meses: 20.6%
Retorno ajustado a risco
Sharpe 12 meses: 0.264Sortino 12 meses: 0.413Calmar 12 meses: 0.752Sharpe 36 meses: 0.583

Retornos Mensais

  JANFEVMARABRMAIJUNJULAGOSETOUTNOVDEZANUAL
AnoNome             
2022Fundo0.50%5.29%5.65%5.73%-2.43%2.49%-2.40%0.00%0.00%0.00%0.00%0.00%15.37%
IMA-B-0.69%0.54%3.07%0.83%0.96%0.75%-1.26%0.00%0.00%0.00%0.00%0.00%4.24%
diferença1.19%4.75%2.58%4.90%-3.39%1.74%-1.14%0.00%0.00%0.00%0.00%0.00%11.13%
2021Fundo1.52%6.31%4.11%-1.58%2.22%-4.62%0.82%-1.59%1.85%5.36%-5.98%-0.11%7.82%
IMA-B-0.85%-1.52%-0.46%0.65%1.06%0.42%-0.37%-1.09%-0.13%-2.54%3.47%0.18%-1.31%
diferença2.37%7.83%4.57%-2.23%1.16%-5.04%1.20%-0.50%1.99%7.90%-9.45%-0.29%9.13%
2020Fundo-8.23%7.16%20.17%0.31%-5.36%-1.23%6.07%2.51%-2.95%3.39%2.12%10.21%36.07%
IMA-B0.26%0.45%-6.97%1.31%1.52%2.05%4.39%-1.80%-1.51%0.21%2.00%4.85%6.41%
diferença-8.49%6.71%27.14%-1.01%-6.88%-3.28%1.69%4.31%-1.43%3.18%0.12%5.36%29.66%
2019Fundo-0.38%-1.83%1.47%-1.10%-0.65%-2.88%0.67%8.67%-6.95%-3.64%0.62%1.51%-5.11%
IMA-B4.37%0.55%0.58%1.51%3.66%3.73%1.29%-0.40%2.86%3.36%-2.45%2.01%22.95%
diferença-4.75%-2.37%0.89%-2.61%-4.31%-6.61%-0.62%9.07%-9.81%-7.00%3.07%-0.49%-28.07%
2018Fundo16.02%-6.21%0.64%3.90%9.32%7.74%-5.08%6.71%-3.58%-0.48%1.56%6.92%41.45%
IMA-B3.40%0.55%0.94%-0.14%-3.16%-0.32%2.32%-0.45%-0.15%7.14%0.90%1.65%13.06%
diferença12.62%-6.76%-0.30%4.05%12.47%8.06%-7.39%7.16%-3.43%-7.62%0.65%5.27%28.39%
2017Fundo-5.29%6.50%-5.08%-2.41%-3.49%0.47%2.80%0.12%-2.15%2.46%-2.23%-0.40%-8.97%
IMA-B1.87%3.85%1.04%-0.32%-1.19%0.16%4.00%1.34%1.81%-0.38%-0.76%0.83%12.79%
diferença-7.16%2.65%-6.13%-2.09%-2.30%0.31%-1.20%-1.22%-3.96%2.84%-1.47%-1.23%-21.76%
2016Fundo3.77%-1.39%2.12%11.85%-3.35%8.19%-3.31%-4.71%-2.35%1.75%2.82%0.32%15.39%
IMA-B1.91%2.26%5.31%3.93%-0.10%1.93%2.51%0.89%1.57%0.64%-1.22%2.91%24.81%
diferença1.85%-3.65%-3.19%7.92%-3.25%6.26%-5.81%-5.60%-3.92%1.11%4.04%-2.59%-9.42%
2015Fundo7.64%-1.75%6.56%-2.20%-4.99%0.82%-1.90%1.04%7.67%-8.39%2.22%-2.94%2.42%
IMA-B3.12%0.54%-0.28%2.44%2.57%-0.27%-0.73%-3.11%-0.68%2.58%1.03%1.52%8.88%
diferença4.52%-2.29%6.84%-4.64%-7.56%1.09%-1.17%4.15%8.35%-10.96%1.19%-4.46%-6.46%
2014Fundo3.30%-6.46%1.00%3.73%4.30%2.63%-1.97%8.78%13.98%1.26%8.22%4.08%50.22%
IMA-B-2.55%4.44%0.71%2.42%4.27%0.06%1.13%4.82%-3.53%2.08%2.14%-1.91%14.54%
diferença5.86%-10.90%0.29%1.31%0.03%2.58%-3.10%3.96%17.52%-0.82%6.07%5.98%35.68%
2013Fundo7.39%1.25%2.00%2.13%4.82%4.65%-1.98%2.87%-2.77%-2.18%1.08%2.81%23.84%
IMA-B0.54%-0.88%-1.88%1.58%-4.52%-2.79%1.29%-2.61%0.39%0.91%-3.59%1.31%-10.02%
diferença6.85%2.12%3.88%0.55%9.34%7.44%-3.27%5.49%-3.16%-3.09%4.67%1.51%33.86%
2012Fundo1.21%1.14%-3.22%-0.58%3.16%-0.55%0.97%-1.92%-2.89%0.04%5.81%-2.83%-0.06%
IMA-B1.34%2.17%1.91%4.42%1.97%-0.50%2.88%1.81%1.43%3.80%0.53%1.92%26.31%
diferença-0.12%-1.04%-5.13%-5.00%1.19%-0.05%-1.91%-3.73%-4.33%-3.76%5.28%-4.75%-26.37%

Videos sobre o fundo

A ideia é trazer video mais "perenes", que te permitam conhecer o gestor e o fundo. Evitamos videos que sejam muito focados no posicionamento momentâneo da carteira.

Carlos Chaves da Seival - Como investir com Trend Following

Ilustração do video

Publicado em 12/05/2020

João Pádua da Terra Investimentos entrevistou Carlos Chaves, empreendedor no mundo financeiro digital, especialista na estratégia Trend Following e co-fundador da gestora de recursos quantitativa Seival Investimentos.

No programa, Carlos falou sobre sua metodologia de Trend Following na Seival e como a técnica pode gerar retornos descorrelacionados em momentos de crise como o que vivemos agora.

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